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The random forest classifier operates with a high accuracy and speed. [11] Random forests are much faster than decision trees because of using a smaller dataset. To recreate specific results, it is necessary to keep track of the exact random seed used to generate the bootstrap sets.
Centered forest [45] is a simplified model for Breiman's original random forest, which uniformly selects an attribute among all attributes and performs splits at the center of the cell along the pre-chosen attribute.
The sampling variance of bagged learners is: = [^ ()]Jackknife estimates can be considered to eliminate the bootstrap effects. The jackknife variance estimator is defined as: [1]
When this process is repeated, such as when building a random forest, many bootstrap samples and OOB sets are created. The OOB sets can be aggregated into one dataset, but each sample is only considered out-of-bag for the trees that do not include it in their bootstrap sample.
The bootstrap sample is taken from the original by using sampling with replacement (e.g. we might 'resample' 5 times from [1,2,3,4,5] and get [2,5,4,4,1]), so, assuming N is sufficiently large, for all practical purposes there is virtually zero probability that it will be identical to the original "real" sample. This process is repeated a large ...
Given a sample from a normal distribution, whose parameters are unknown, it is possible to give prediction intervals in the frequentist sense, i.e., an interval [a, b] based on statistics of the sample such that on repeated experiments, X n+1 falls in the interval the desired percentage of the time; one may call these "predictive confidence intervals".
[1] [2] When a decision tree is the weak learner, the resulting algorithm is called gradient-boosted trees; it usually outperforms random forest. [1] As with other boosting methods, a gradient-boosted trees model is built in stages, but it generalizes the other methods by allowing optimization of an arbitrary differentiable loss function .
Robert Schapire answered the question in the affirmative in a paper published in 1990. [5] This has had significant ramifications in machine learning and statistics, most notably leading to the development of boosting. [6] Initially, the hypothesis boosting problem simply referred to the process of turning a weak learner into a strong learner. [3]